+167.1%
NXT vs BHP
+52.1%
+115.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | +2.1% |
| 7D | -2.6% | -3.7% | +1.2% | -0.4% |
| 30D | -22.4% | -0.8% | -21.6% | -22.5% |
| 3M | -27.3% | +7.6% | -34.9% | -30.8% |
| 6M | -28.5% | +20.8% | -49.3% | -36.2% |
| YTD | -6.6% | +50.8% | -57.4% | -26.9% |
| 1Y | +20.4% | +70.9% | -50.6% | -12.2% |
| 3Y | +90.9% | +78.0% | +12.9% | +34.0% |
| All | +167.1% | +52.1% | +115.0% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling